Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market
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- Sofiane Aboura, 2014. "When the U.S. Stock Market Becomes Extreme?," Risks, MDPI, Open Access Journal, vol. 2(2), pages 1-15, May.
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More about this item
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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